Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.slow.moving.average and PPO.Entry.Slow.Length

BEST PARAMETERS
PPO.Entry.type.of.slow.moving.average = EMA
PPO.Entry.Slow.Length = 400
Profit account= 103 (per day adjusted to desire% DD )
Activity = 3.44 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.slow.moving.average = EMA and PPO.Entry.Slow.Length = 400

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
48 8483.46 760.13 1559.36 4 97 78 -5.2 EMA 400 EURGBP 5.197867 192.386620 57715.9860 16321.042 21.471383 0.1276098 No
453 140582.83 868.68 27434.06 7 552 400 -91.4 EMA 400 XAUUSD 91.446867 10.935312 3280.5935 15373.171 17.697162 0.6354469 No
363 49981.37 826.01 15273.35 6 190 131 -50.9 EMA 400 USDCHF 50.911167 19.642056 5892.6169 9817.369 11.885290 0.2300214 No
183 83490.17 870.55 27441.22 7 330 248 -91.5 EMA 400 GBPJPY 91.470733 10.932458 3279.7376 9127.528 10.484783 0.3790707 No
228 91749.74 817.91 41511.18 7 264 204 -138.4 EMA 400 GBPUSD 138.370600 7.226969 2168.0906 6630.725 8.106913 0.3227739 No
3 63524.52 869.10 27850.26 6 339 269 -92.8 EMA 400 AUDUSD 92.834200 10.771892 3231.5677 6842.793 7.873424 0.3900587 No
138 30162.78 827.09 14314.46 6 189 150 -47.7 EMA 400 EURUSD 47.714867 20.957829 6287.3486 6321.464 7.643018 0.2285120 No
273 127119.84 874.34 59707.34 7 389 292 -199.0 EMA 400 NZDUSD 199.024467 5.024508 1507.3524 6387.146 7.305106 0.4449070 No
93 95038.93 860.82 66929.40 7 263 193 -223.1 EMA 400 EURJPY 223.098000 4.482335 1344.7005 4259.963 4.948727 0.3055226 No
408 145873.31 871.15 169393.10 7 269 197 -564.6 EMA 400 USDJPY 564.643667 1.771028 531.3085 2583.458 2.965572 0.3087872 Yes
318 22823.54 851.48 30011.90 6 126 106 -100.0 EMA 400 USDCAD 100.039667 9.996035 2998.8105 2281.449 2.679392 0.1479776 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average Jurik
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1